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FALN vs. MYHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FALN vs. MYHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Fallen Angels USD Bond ETF (FALN) and State Street My2027 High Yield Corporate Bond ETF (MYHA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FALN

1D
-0.30%
1M
0.19%
6M
1.29%
YTD
2.18%
1Y
6.90%
3Y*
8.69%
5Y*
3.46%
10Y*
6.20%

MYHA

1D
-0.07%
1M
0.21%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FALN vs. MYHA - Yearly Performance Comparison


Correlation

The correlation between FALN and MYHA is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 26, 2026

0.89

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Return for Risk

FALN vs. MYHA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FALN
FALN Risk / Return Rank: 5454
Overall Rank
FALN Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FALN Sortino Ratio Rank: 5858
Sortino Ratio Rank
FALN Omega Ratio Rank: 6060
Omega Ratio Rank
FALN Calmar Ratio Rank: 4343
Calmar Ratio Rank
FALN Martin Ratio Rank: 5454
Martin Ratio Rank

MYHA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FALN vs. MYHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels USD Bond ETF (FALN) and State Street My2027 High Yield Corporate Bond ETF (MYHA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FALNMYHADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

1.75

Martin ratioReturn relative to average drawdown

7.30

FALN vs. MYHA - Sharpe Ratio Comparison


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Drawdowns

FALN vs. MYHA - Drawdown Comparison

The maximum FALN drawdown since its inception was -29.22%, which is greater than MYHA's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for FALN and MYHA.


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Drawdown Indicators


FALNMYHADifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-0.69%

-28.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

Max Drawdown (10Y)

Largest decline over 10 years

-29.22%

Current Drawdown

Current decline from peak

-0.75%

-0.07%

-0.68%

Average Drawdown

Average peak-to-trough decline

-3.29%

-0.11%

-3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

Volatility

FALN vs. MYHA - Volatility Comparison


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Volatility by Period


FALNMYHADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

1.84%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.33%

1.84%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.86%

1.84%

+7.02%

FALN vs. MYHA - Expense Ratio Comparison

FALN has a 0.25% expense ratio, which is lower than MYHA's 0.39% expense ratio.


Dividends

FALN vs. MYHA - Dividend Comparison

FALN's dividend yield for the trailing twelve months is around 6.49%, more than MYHA's 2.06% yield.


PositionTTM2025202420232022202120202019201820172016
FALN
iShares Fallen Angels USD Bond ETF
6.49%6.31%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%
MYHA
State Street My2027 High Yield Corporate Bond ETF
2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FALN and MYHA have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FALN is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FALN is cheaper with a 0.25% expense ratio, compared with 0.39% for MYHA.

FALN has the higher dividend yield at 6.49%, compared with 2.06% for MYHA.

They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for FALN and 0.39% for MYHA.

Portfolio Optimizer

Find the right allocation for FALN and MYHA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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